Most people use
Memtest86+; it can take some time to run to run a full pass so I suggest you run it overnight or during the day when at work.
You had 4GB on 4 DIMMS? In that case, make sure you have the following MS
Patch (just try to install it, it will tell you if you already had it). The patch tells it's for bug during installation, but I've seen a couple of people who had BSODs which this patch solved. Moreover, the use of 4 DIMMS might require you to raise RAM voltage in the BIOS, the RAM rating is usually for the quantity sold, no more. This means that putting two 2x1GB kits rated at 2.0 V might actually require 2.1V to work together.